Justin Dano is a quantitative developer with 11 years of experience building production-grade software for investment firms and index providers, currently on Millennium's quant dev team in New York. He blends a strong engineering foundation from roles at Citadel and JPMorgan with specialist financial analytics training (MS Financial Analytics, Stevens) to deliver cloud-native index calculation and trading tooling. At MerQube he helped translate index product strategy into scalable, automated pipelines for thematic, ESG and multi-asset indices, while prior roles spanned equities structuring, FX and fixed income systems. Known for bridging quant requirements and software engineering, he is comfortable across Python, backend services and data-oriented stacks used in capital markets. Peers describe him as a pragmatic problem solver who migrates complex legacy workflows into robust, auditable systems—often surfacing subtle risk and performance constraints early in the design.
11 years of coding experience
7 years of employment as a software developer
University of Cincinnati
Master of Science - MS Financial Analytics, Master of Science - MS Financial Analytics at Stevens Institute of Technology
Bachelor of Science - BS Computer Science and Engineering, Bachelor of Science - BS Computer Science and Engineering at The Ohio State University
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